Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.S.4: Collateral Swaps

Report Date Reporting Entity PID Product Sub Product Counterparty G-SIB Maturity Amount Maturity Bucket Maturity Optionality Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Treasury Control Settlement Rehypothecated Internal Internal Counterparty Business Line
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 40794.84 Day 47 Yes 296.28 31-90 Days IG-3 38225.63 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27650.20 Day 47 Yes 1304.48 31-90 Days IG-4 25045.67 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 28568.11 Day 47 No 1193.52 <7 Days IG-5 26273.52 No T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 7167.79 Day 47 No 42.17 31-90 Days IG-6 7880.27 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 35253.92 Day 47 Yes 1421.78 <7 Days IG-7 32274.12 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41949.05 Day 47 No 1023.33 <7 Days IG-8 38060.29 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 28592.83 Day 47 No 752.00 <7 Days L-1 29641.51 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25292.98 Day 47 No 655.43 7-30 Days L-10 25809.71 No T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12697.38 Day 47 Yes 417.10 31-90 Days L-11 12614.97 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 40045.20 Day 47 No 756.80 31-90 Days L-2 40321.60 Yes T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23292.55 Day 47 No 752.37 31-90 Days L-3 24696.37 No T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 32559.56 Day 47 No 1011.80 31-90 Days L-4 32609.65 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41045.20 Day 47 Yes 34.37 <7 Days L-5 38138.34 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11210.61 Day 47 No 48.14 31-90 Days L-6 11984.89 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43026.32 Day 47 Yes 1543.16 7-30 Days L-7 38814.86 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 31498.77 Day 47 Yes 258.77 31-90 Days L-8 33516.13 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6768.72 Day 47 No 82.54 31-90 Days L-9 6781.07 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10706.08 Day 47 No 364.73 <7 Days LC-1 9800.97 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 34406.68 Day 47 No 1307.25 <7 Days LC-2 31754.07 No T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15272.58 Day 47 Yes 165.36 7-30 Days N-1 15892.31 Yes T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 16485.67 Day 47 No 267.98 7-30 Days N-2 17650.01 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38353.06 Day 47 No 1085.57 31-90 Days N-3 34672.26 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25811.06 Day 47 No 706.99 7-30 Days N-4 26365.25 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 41734.80 Day 47 No 27.01 31-90 Days N-5 45722.74 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10579.73 Day 47 Yes 156.99 7-30 Days N-6 11534.06 No T+1 No Yes Liberty Wealth Management LLC Funding